+286.6%
ELF vs SSNC
+184.2%
+102.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.1% | -4.1% | -4.1% |
| 7D | +3.4% | +1.4% | +2.0% | +2.7% |
| 30D | +5.0% | -2.6% | +7.6% | +6.1% |
| 3M | +22.6% | -0.6% | +23.2% | +22.6% |
| 6M | +104.0% | +19.9% | +84.1% | +85.2% |
| YTD | +49.3% | -8.2% | +57.5% | +53.4% |
| 1Y | +46.0% | -5.5% | +51.6% | +48.0% |
| 3Y | +19.4% | +56.8% | -37.4% | -6.6% |
| 5Y | +262.0% | +7.8% | +254.2% | +236.4% |
| All | +286.6% | +184.2% | +102.4% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SSNC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling